3.75Open3.85Pre Close2 Volume268 Open Interest41.00Strike Price750.00Turnover155.19%IV2.97%PremiumDec 6, 2024Expiry Date2.61Intrinsic Value100Multiplier2DDays to Expiry1.14Extrinsic Value100Contract SizeAmericanOptions Type-0.7015Delta0.0806Gamma11.39Leverage Ratio-0.4265Theta-0.0015Rho-7.99Eff Leverage0.0096Vega